Volatility effects of institutional trading in foreign stocks

B-Tier

Journal: Journal of Banking & Finance

Year: 2006

Volume: 30

Issue: 8

Pages: 2199-2214

Authors (4)

Chiyachantana, Chiraphol N. (not in RePEc) Jain, Pankaj K. (University of Memphis) Jiang, Christine (not in RePEc) Wood, Robert A. (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count